Daily analysis of institutional and individual trading and stock returns: evidence from China
This dissertation examines the impact of institutional (and individual) trading on stock prices in China. Previous literature suggests three alternative hypotheses for this impact: price pressure, informed trading, and momentum trading, but has so far not been able to distinguish between them. Using...
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| Format: | Others |
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Auckland University of Technology,
2010-05-10T22:53:01Z.
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| Online Access: | Get fulltext |